market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
03/12/2025 4.69% 0.10 CHF 0.10 CHF 500,000 450,000 187,298 169,872 16,151 CHF 15,322 CHF 8.72% 104.64%
02/12/2025 6.87% 0.09 CHF 0.09 CHF 500,000 400,000 166,268 160,094 9,689 CHF 9,793 CHF 10.05% 109.99%
28/11/2025 5.70% 0.06 CHF 0.07 CHF 550,000 550,000 544,404 544,404 37,206 CHF 39,384 CHF 100.00% 100.00%
27/11/2025 5.46% 0.07 CHF 0.07 CHF 600,000 600,000 600,000 600,000 42,923 CHF 45,323 CHF 100.00% 100.00%
26/11/2025 4.94% 0.08 CHF 0.09 CHF 500,000 500,000 500,000 498,456 39,593 CHF 41,454 CHF 100.00% 100.00%
25/11/2025 5.75% 0.07 CHF 0.08 CHF 600,000 600,000 589,063 587,986 40,018 CHF 42,299 CHF 99.98% 99.98%
24/11/2025 8.44% 0.05 CHF 0.06 CHF 600,000 600,000 587,100 551,133 30,290 CHF 30,834 CHF 100.00% 100.00%
21/11/2025 6.13% 0.06 CHF 0.06 CHF 600,000 600,000 599,436 226,995 43,066 CHF 16,312 CHF 99.86% 99.86%
20/11/2025 6.47% 0.09 CHF 0.09 CHF 500,000 150,000 542,180 150,000 52,200 CHF 15,397 CHF 100.00% 100.00%
19/11/2025 5.30% 0.09 CHF 0.10 CHF 550,000 150,000 572,977 149,762 49,224 CHF 13,571 CHF 100.00% 100.00%

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